<ruby id="d9npn"></ruby>

<sub id="d9npn"><progress id="d9npn"></progress></sub>

<nobr id="d9npn"></nobr>

<rp id="d9npn"><big id="d9npn"><th id="d9npn"></th></big></rp>

<th id="d9npn"><meter id="d9npn"></meter></th>

Questions tagged [stochastic-processes]

A stochastic process is a collection of random variables usually indexed by a totally ordered set.

1,434 questions
Filter by
Sorted by
Tagged with
76 views

Weak convergence in Skorohod topology

Let $D([0,T];R^d)$ be the space of càdlàg functions endowed with the usual Skorohod topology. $X_t(\omega):=\omega(t)$ denotes the usual canonical process. Assume that a family of probability ...
11 views

Discrete time process with linear mixing and multiplicative noise

Consider a stochastic process $\vec{x}^t\in R^N$ in discrete time $t\in N$ which develops according to $$\vec{x}^{t+1}_i=s_i^t \sum_j A_{ij}\vec{x}^t_j$$ where $A\in R^{N \times N}$ is some matrix ...
78 views

Wiener measure in the space of functions of two or more variables

Wiener measure in the space of continuous functions of two variables had been introduced by J. Yeh in the 1960 paper "Wiener Measure in a Space of Functions of Two Variables" (AMS free access) (p. ...
35 views

Interchanging expectation and supremum when using control processes

This is a question I have from stochastic control. I know that in general $\underset{y\in \mathcal Y} \sup \mathbb E\big[f(X,y)\big] \le \mathbb E\big[\underset{y\in \mathcal Y} \sup f(X,y)\big]$. I ...
307 views

Show that the Markov chain of random tiling is irreducible

The Markov chain picks one hexagon consisting of all three types of lozenge uniformly at random and flips it. This is a finite-state Markov chain. Show that this Markov chain is irreducible....
39 views

Have stick-breaking priors with non-iid atoms been considered, and if not, why not?

Roughly speaking, a stick-breaking prior is a random discrete probability measure $P$ on a measurable space $\mathcal X$ of the form $$P=\sum_{j\ge1}w_j\delta_{\theta_j}$$ where $(w_j)_{j\ge1}$ is a ...
19 views

49 views

A question about positive operator pregenerator [closed]

Thank you for reading. My question was raised up when I tried to prove an example in the book of Liggett(1985), which is in P13 Example 2.3(a). Here is a link of the page: https://books.google.com/...
83 views

30 views

Suppose I have a discrete stochastic process $\{ X_i \}_{i=1,\ldots..}$ defined as, $X_{i+1} = X_i + \nabla f(X_i) + \xi_i$ where $f : \mathbb{R}^d \rightarrow \mathbb{R}$ and $\xi_i \sim {\cal N}(0,... 0answers 31 views Distribution of markov chain with a stopping time I have a Markov chain$X_0, X_1, ..., X_\tau$, where$X_0$is sampled from the stationary distribution and$\tau$is a stopping time. Is it true that for any fixed$k$,$X_k$, given that$k \leq \tau$,... 1answer 42 views Comparing noisy truncated RV with noisy regular RV For some reason, I'm having difficulties proving something that is intuitively simple. Assuming I have two a random variable,$x$and$x^{truncated}$, where$x^{truncated}\$ is the truncated version of ...

15 30 50 per page
特码生肖图
<ruby id="d9npn"></ruby>

<sub id="d9npn"><progress id="d9npn"></progress></sub>

<nobr id="d9npn"></nobr>

<rp id="d9npn"><big id="d9npn"><th id="d9npn"></th></big></rp>

<th id="d9npn"><meter id="d9npn"></meter></th>

<ruby id="d9npn"></ruby>

<sub id="d9npn"><progress id="d9npn"></progress></sub>

<nobr id="d9npn"></nobr>

<rp id="d9npn"><big id="d9npn"><th id="d9npn"></th></big></rp>

<th id="d9npn"><meter id="d9npn"></meter></th>

仲游娱乐平台 av女优写真qvod 百人龙虎 三公大吃小玩法 七星彩2019年头尾 贵阳小姐按摩 北京pk赛车官网下载 法甲 彩经重庆时时开奖号码 金库电子娱乐游戏平台